Open semih-atakan opened 6 years ago
@gjharsha Here's a thread that reads data, in C style. Apparently, it works faster than the C++ version, which might be appealing due to large # of scenarios to be read, and your familiarity with C methods.
https://stackoverflow.com/questions/21778571/fastest-way-to-get-data-from-a-csv-in-c http://www.cplusplus.com/reference/cstdio/fscanf/
@semih-atakan I have added a new structure which essentially breaks down the time series into segments of desired lengths. For example, we can use the annual time series and break it into daily time series.
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